In the 1860, to keep pace with his audiences' expectation for new marvels, Barnum became the first to add cetaceans to his show -- though the experiment was ill fated. He purchased two white whales, but they died just days later after being kept in a tank of fresh water. Barnum would go on to purchase four more whales, but only two survived their poorly designed captivity long enough to be displayed.
From the New York Tribune, August 9, 1861:
These are white whales and were taken near the Labrador coast by a crew of thirty-five men. The largest has attained the extreme size reached by this species, and is about 23 feet long; the other is 18 feet long. Their form and motion are graceful and their silver backs and bellies show brightly through the water. A long-continued intimacy has endeared them to each other, and they go about quite like a pair of whispering lovers, blowing off their mutual admiration in a very emphatic manner.
Although the circus industry continued to gain momentum into the 20th century, cetaceans would not be displayed again until 1913, when the New York Aquarium became the first to exhibit bottlenose dolphins, five in all. Though a major draw for the crowds, each of the animals died within two years.